*! version 4.3 18january2006 ************************************************************************************************************ * GEEkel2d: GEE for estimation of unidimensional or 2-dimensional Latent Trait models (Kelderman and Rijkes 1994) * * Version 4.3: January 18, 2006 /*Faster version*/ * * Historic: * Version 1 (2003-06-23): Jean-Benoit Hardouin * Version 2 (2003-08-13): Jean-Benoit Hardouin * version 3 (2003-11-06): Jean-Benoit Hardouin * Version 4 (2004-06-08): Jean-Benoit Hardouin * Version 4.1 (2005-04-02): Jean-Benoit Hardouin * Version 4.2 (2005-07-02): Jean-Benoit Hardouin * * Use the ghquadm program (findit ghquadm) * * Jean-benoit Hardouin, Regional Health Observatory of Orléans - France * jean-benoit.hardouin@neuf.fr * * News about this program : http://anaqol.free.fr * FreeIRT Project : http://freeirt.free.fr * * Copyright 2003-2006 Jean-Benoit Hardouin * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA * ************************************************************************************************************* program define geekel2d ,rclass version 7.0 syntax varlist(min=2 numeric) [, coef(string) novar ll nbit(integer 30) critconv(real 1e-15) quad(integer 12) ] preserve local nbitems: word count `varlist' tokenize `varlist' qui count local N=r(N) forvalues i=1/`nbitems' { qui drop if ``i''==. } qui count local Naf=r(N) di _col(3) in green "Initial step (N=" in yellow `Naf' in green ")" di _col(3) in yellow `=`N'-`Naf'' in green " observations are not used for missing values" di qui count local N=r(N) tempname B Q if "`coef'"!="" { matrix `B'=`coef' } else { matrix `B'=J(`nbitems',1,1) } scalar `Q'=colsof(`B') /* CALCUL INITIAUX DES PARAMETRES DELTA ET SIGMA ET DE LA MATRICE BETA*/ local sigmath11=0.25 if `Q'==2 { local sigmath22=.25 local sigmath12=0.125 } tempname beta matrix `beta'=J(`nbitems'+`Q'*(`Q'+1)/2,1,0) forvalues i=1/`nbitems' { qui count if ``i''==1 local si`i'=r(N) local delta``i''=-log(`si`i''/(`N'-`si`i'')) matrix `beta'[`i',1]=`delta``i''' forvalues j=`i'/`nbitems' { quiet count if ``j''==1&``i''==1 local si`i'j`j'=r(N) local si`j'j`i'=r(N) if "`var'"=="" { forvalues k=`j'/`nbitems' { quiet count if ``i''==1&``j''==1&``k''==1 local si`i'j`j'k`k'=r(N) local si`i'j`k'k`j'=r(N) local si`j'j`i'k`k'=r(N) local si`j'j`k'k`i'=r(N) local si`k'j`i'k`j'=r(N) local si`k'j`j'k`i'=r(N) forvalues l=`k'/`nbitems' { quiet count if ``i''==1&``j''==1&``k''==1&``l''==1 local si`i'j`j'k`k'l`l'=r(N) local si`i'j`j'k`l'l`k'=r(N) local si`i'j`k'k`j'l`l'=r(N) local si`i'j`k'k`l'l`j'=r(N) local si`i'j`l'k`j'l`k'=r(N) local si`i'j`l'k`k'l`j'=r(N) local si`j'j`i'k`k'l`l'=r(N) local si`j'j`i'k`l'l`k'=r(N) local si`j'j`k'k`i'l`l'=r(N) local si`j'j`k'k`l'l`i'=r(N) local si`j'j`l'k`i'l`k'=r(N) local si`j'j`l'k`k'l`i'=r(N) local si`k'j`i'k`j'l`l'=r(N) local si`k'j`i'k`l'l`j'=r(N) local si`k'j`j'k`i'l`l'=r(N) local si`k'j`j'k`l'l`i'=r(N) local si`k'j`l'k`i'l`j'=r(N) local si`k'j`l'k`j'l`i'=r(N) local si`l'j`i'k`j'l`k'=r(N) local si`l'j`i'k`k'l`j'=r(N) local si`l'j`j'k`i'l`k'=r(N) local si`l'j`j'k`k'l`i'=r(N) local si`l'j`k'k`i'l`j'=r(N) local si`l'j`k'k`j'l`i'=r(N) } } } } } local l=`nbitems'+1 matrix `beta'[`l',1]=`sigmath11' if `Q'==2 { local l=`nbitems'+2 matrix `beta'[`l',1]=`sigmath22' local l=`nbitems'+3 matrix `beta'[`l',1]=`sigmath12' } tempname variat V11 V12 V21 V22 D11 D12 D21 D22 V D matrix `variat'=(1) local compteur=0 local conv=1 /*********ITERATIONS******************/ while (`variat'[1,1]>`critconv'&`compteur'<=`nbit'&`conv'==1) { if `compteur'==0{ di in green _col(3) "First iteration" } else { di in green _col(3) "iteration:" in yellow _col(14) "`compteur'" in green _col(25) "Convergence index:" in yellow _col(44) %10.7e "`macrovariat'" } local compteur=`compteur'+1 forvalues j=1/`nbitems' { /* CALCUL DES DERIVEES 1 A 6 POUR CHAQUE ITEM*/ local l1``j''=1/(1+exp(`beta'[`j',1])) local l2``j''=exp(`beta'[`j',1])/(1+exp(`beta'[`j',1]))^2 local l3``j''=exp(`beta'[`j',1])*(exp(`beta'[`j',1])-1)/(1+exp(`beta'[`j',1]))^3 local l4``j''=exp(`beta'[`j',1])*(exp(2*`beta'[`j',1])-4*exp(`beta'[`j',1])+1)/(1+exp(`beta'[`j',1]))^4 local l5``j''=exp(`beta'[`j',1])*(exp(3*`beta'[`j',1])-11*exp(2*`beta'[`j',1])+11*exp(`beta'[`j',1])-1)/(1+exp(`beta'[`j',1]))^5 local l6``j''=exp(`beta'[`j',1])*(exp(4*`beta'[`j',1])-26*exp(3*`beta'[`j',1])+66*exp(2*`beta'[`j',1])-26*exp(`beta'[`j',1])+1)/(1+exp(`beta'[`j',1]))^6 if `Q'==2 { local H2i`j'=`B'[`j',1]^2*`sigmath11'+`B'[`j',1]*`B'[`j',2]*`sigmath12'+`B'[`j',2]^2*`sigmath22' local H4i`j'=3*`B'[`j',1]^4*`sigmath11'^2+12*`B'[`j',1]^3*`B'[`j',2]*`sigmath11'*`sigmath12'+6*`B'[`j',1]^2*`B'[`j',2]^2*(`sigmath11'*`sigmath22'+2*`sigmath12'^2)+12*`B'[`j',1]*`B'[`j',2]^3*`sigmath22'*`sigmath12'+3*`B'[`j',2]^4*`sigmath22'^2 } else if `Q'==1 { local H2i`j'=`B'[`j',1]^2*`sigmath11' local H4i`j'=3*`B'[`j',1]^4*`sigmath11'^2 } /* CALCUL DES MOMENTS D'ORDRE 1 ET 2 ET DE LA MATRICE V11*/ local mui`j'=`l1``j'''+`H2i`j''/2*`l3``j'''+`H4i`j''/24*`l5``j''' local sigmai`j'j`j'=`l2``j'''+`H2i`j''/2*(`l3``j'''-2*`l1``j'''*`l3``j''')+`H4i`j''/24*(`l5``j'''-2*(`l3``j''')^2-2*`l1``j'''*`l5``j''') } matrix `V11'=J(`nbitems',`nbitems',0) forvalues j=1/`nbitems' { matrix `V11'[`j',`j']=`sigmai`j'j`j'' forvalues l=`=`j'+1'/`nbitems' { if `Q'==2 { local H2i`j'j`l'=`B'[`j',1]*`B'[`l',1]*`sigmath11'+(`B'[`j',1]*`B'[`l',2]+`B'[`j',2]*`B'[`l',1])*`sigmath12'+`B'[`j',2]*`B'[`l',2]*`sigmath22' local H4i`j'1j`l'3=3*`B'[`j',1]*`B'[`l',1]^3*`sigmath11'^2+3*(3*`B'[`j',1]*`B'[`l',1]^2*`B'[`l',2]+`B'[`j',2]*`B'[`l',1]^3)*`sigmath11'*`sigmath12'+(3*`B'[`j',1]*`B'[`l',1]*`B'[`l',2]^2+3*`B'[`j',2]*`B'[`l',1]^2*`B'[`l',2])*(`sigmath11'*`sigmath22'+2*`sigmath12'^2)+3*(`B'[`j',1]*`B'[`l',2]^3+3*`B'[`j',2]*`B'[`l',1]*`B'[`l',2]^2)*`sigmath22'*`sigmath12'+3*`B'[`j',2]*`B'[`l',2]^3*`sigmath22'^2 local H4i`j'2j`l'2=3*`B'[`j',1]^2*`B'[`l',1]^2*`sigmath11'^2+6*(`B'[`j',1]^2*`B'[`l',1]*`B'[`l',2]+`B'[`j',1]*`B'[`j',2]*`B'[`l',1]^2)*`sigmath11'*`sigmath12'+(`B'[`j',1]^2*`B'[`l',2]^2+4*`B'[`j',1]*`B'[`j',2]*`B'[`l',1]*`B'[`l',2]+`B'[`j',2]^2*`B'[`l',1]^2)*(`sigmath11'*`sigmath22'+2*`sigmath12'^2)+6*(`B'[`j',1]*`B'[`j',2]*`B'[`l',2]^2+`B'[`j',2]^2*`B'[`l',1]*`B'[`l',2])*`sigmath22'*`sigmath12'+3*`B'[`j',2]^2*`B'[`l',2]^2*`sigmath22'^2 local H4i`j'3j`l'1=3*`B'[`l',1]*`B'[`j',1]^3*`sigmath11'^2+3*(3*`B'[`l',1]*`B'[`j',1]^2*`B'[`j',2]+`B'[`l',2]*`B'[`j',1]^3)*`sigmath11'*`sigmath12'+(3*`B'[`l',1]*`B'[`j',1]*`B'[`j',2]^2+3*`B'[`l',2]*`B'[`j',1]^2*`B'[`j',2])*(`sigmath11'*`sigmath22'+2*`sigmath12'^2)+3*(`B'[`l',1]*`B'[`j',2]^3+3*`B'[`l',2]*`B'[`j',1]*`B'[`j',2]^2)*`sigmath22'*`sigmath12'+3*`B'[`l',2]*`B'[`j',2]^3*`sigmath22'^2 } else if `Q'==1 { local H2i`j'j`l'=`B'[`j',1]*`B'[`l',1]*`sigmath11' local H4i`j'1j`l'3=3*`B'[`j',1]*`B'[`l',1]^3*`sigmath11'^2 local H4i`j'2j`l'2=3*`B'[`j',1]^2*`B'[`l',1]^2*`sigmath11'^2 local H4i`j'3j`l'1=3*`B'[`l',1]*`B'[`j',1]^3*`sigmath11'^2 } local H2i`l'j`j'=`H2i`j'j`l'' local H4i`l'1j`j'3=`H4i`j'1j`l'3' local H4i`l'2j`j'2=`H4i`j'2j`l'2' local H4i`l'3j`j'1=`H4i`j'3j`l'1' local sigmai`j'j`l'=`H2i`j'j`l''*(`l2``j'''*`l2``l''')+`H4i`j'1j`l'3'/6*`l2``j'''*`l4``l'''+`H4i`j'3j`l'1'/6*`l4``j'''*`l2``l'''+(`H4i`j'2j`l'2'-`H2i`j''*`H2i`l'')/4*`l3``j'''*`l3``l''' } } /* DEFINITION DE LA MATRICE COMPOCARRE*/ tempname compocarre m local carre=`nbitems'*(`nbitems'-1)/2 matrix `compocarre'=J(2,`carre',0) local m=0 forvalues j=1/`nbitems' { forvalues l=`=`j'+1'/`nbitems' { local m=`m'+1 matrix `compocarre'[1,`m']=`j' matrix `compocarre'[2,`m']=`l' } } /* CALCUL DE LA MATRICE V22*/ matrix `V22'=J(`carre',`carre',0) forvalues k=1/`carre' { local j=`compocarre'[1,`k'] local l=`compocarre'[2,`k'] matrix `V22'[`k',`k']=(1-2*`mui`j'')*(1-2*`mui`l'')*`sigmai`j'j`l''+`sigmai`j'j`j''*`sigmai`l'j`l''-`sigmai`j'j`l''^2 } /* CALCUL DES MATRICES V12, V21 ET V*/ matrix `V12'=J(`nbitems',`carre',0) forvalues k=1/`carre' { local j=`compocarre'[1,`k'] local l=`compocarre'[2,`k'] matrix `V12'[`j',`k']=(1-2*`mui`j'')*`sigmai`j'j`l'' matrix `V12'[`l',`k']=(1-2*`mui`l'')*`sigmai`j'j`l'' } matrix `V21'=`V12' ' matrix `V'=(`V11',`V12' \ `V21',`V22') /*CALCUL DES MATRICES D11*/ matrix `D11'=J(`nbitems',`nbitems',0) matrix `D12'=J(`nbitems',`Q'*(`Q'+1)/2,0) forvalues j=1/`nbitems' { matrix `D11'[`j',`j']=-`l2``j'''-`H2i`j''/2*`l4``j'''-`H4i`j''/24*`l6``j''' if `Q'==2 { matrix `D12'[`j',1]=`B'[`j',1]^2*`l3``j'''/2+(`B'[`j',1]^4*`sigmath11'+2*`B'[`j',1]^3*`B'[`j',2]*`sigmath12'+`B'[`j',1]^2*`B'[`j',2]^2*`sigmath22')/4*`l5``j''' matrix `D12'[`j',2]=`B'[`j',2]^2*`l3``j'''/2+(`B'[`j',2]^4*`sigmath22'+2*`B'[`j',2]^3*`B'[`j',1]*`sigmath12'+`B'[`j',2]^2*`B'[`j',1]^2*`sigmath11')/4*`l5``j''' matrix `D12'[`j',3]=`B'[`j',1]*`B'[`j',2]*`l3``j'''+(`B'[`j',1]^3*`B'[`j',2]*`sigmath11'+2*`B'[`j',1]^2*`B'[`j',2]^2*`sigmath12'+`B'[`j',1]*`B'[`j',2]^3*`sigmath22')/2*`l5``j''' } else if `Q'==1 { matrix `D12'[`j',1]=`B'[`j',1]^2*`l3``j'''/2+`B'[`j',1]^4*`sigmath11'/4*`l5``j''' } } /*CALCUL DES MATRICES D21, D22 et D*/ matrix `D21'=J(`carre',`nbitems',0) matrix `D22'=J(`carre',`Q'*(`Q'+1)/2,0) forvalues k=1/`carre' { local j=`compocarre'[1,`k'] local l=`compocarre'[2,`k'] matrix `D21'[`k',`j']=-`H2i`j'j`l''*`l3``j'''*`l2``l'''-`H4i`j'1j`l'3'/6*`l3``j'''*`l4``l'''-`H4i`j'3j`l'1'/6*`l5``j'''*`l2``l'''-(`H4i`j'2j`l'2'-`H2i`j''*`H2i`l'')/4*`l4``j'''*`l3``l''' matrix `D21'[`k',`l']=-`H2i`j'j`l''*`l2``j'''*`l3``l'''-`H4i`j'3j`l'1'/6*`l4``j'''*`l3``l'''-`H4i`j'1j`l'3'/6*`l2``j'''*`l5``l'''-(`H4i`j'2j`l'2'-`H2i`j''*`H2i`l'')/4*`l3``j'''*`l4``l''' tempname tmp1 tmp2 tmp3 if `Q'==2 { scalar `tmp1'=`B'[`j',1]*`B'[`l',1]*`l2``j'''*`l2``l'''+(2*`B'[`j',1]*`B'[`l',1]^3*`sigmath11'+(3*`B'[`j',1]*`B'[`l',1]^2*`B'[`l',2]+`B'[`j',2]*`B'[`l',1]^3)*`sigmath12'+(`B'[`j',1]*`B'[`l',1]*`B'[`l',2]^2+`B'[`j',2]*`B'[`l',1]^2*`B'[`l',2])*`sigmath22')/2*`l2``j'''*`l4``l''' scalar `tmp2'=(2*`B'[`j',1]^3*`B'[`l',1]*`sigmath11'+(3*`B'[`j',1]^2*`B'[`j',2]*`B'[`l',1]+`B'[`j',1]^3*`B'[`l',2])*`sigmath12'+(`B'[`j',1]*`B'[`j',2]^2*`B'[`l',1]+`B'[`j',1]^2*`B'[`j',2]*`B'[`l',2])*`sigmath22')/2*`l4``j'''*`l2``l''' scalar `tmp3'=(`B'[`j',1]^2*`B'[`l',1]^2*`sigmath11'+(`B'[`j',1]^2*`B'[`l',1]*`B'[`l',2]+`B'[`j',1]*`B'[`j',2]*`B'[`l',1]^2)*`sigmath12'+`B'[`j',1]*`B'[`j',2]*`B'[`l',1]*`B'[`l',2]*`sigmath22')*`l3``j'''*`l3``l''' matrix `D22'[`k',1]=`tmp1'+`tmp2'+`tmp3' scalar `tmp1'=`B'[`j',2]*`B'[`l',2]*`l2``j'''*`l2``l'''+(2*`B'[`j',2]*`B'[`l',2]^3*`sigmath22'+(3*`B'[`j',2]*`B'[`l',2]^2*`B'[`l',1]+`B'[`j',1]*`B'[`l',2]^3)*`sigmath12'+(`B'[`j',2]*`B'[`l',2]*`B'[`l',1]^2+`B'[`j',1]*`B'[`l',2]^2*`B'[`l',1])*`sigmath11')/2*`l2``j'''*`l4``l''' scalar `tmp2'=(2*`B'[`j',2]^3*`B'[`l',2]*`sigmath22'+(3*`B'[`j',2]^2*`B'[`j',1]*`B'[`l',2]+`B'[`j',2]^3*`B'[`l',1])*`sigmath12'+(`B'[`j',2]*`B'[`j',1]^2*`B'[`l',2]+`B'[`j',2]^2*`B'[`j',1]*`B'[`l',1])*`sigmath11')/2*`l4``j'''*`l2``l''' scalar `tmp3'=(`B'[`j',1]^2*`B'[`l',1]^2*`sigmath22'+(`B'[`j',1]^2*`B'[`l',1]*`B'[`l',2]+`B'[`j',1]*`B'[`j',2]*`B'[`l',1]^2)*`sigmath12'+`B'[`j',1]*`B'[`j',2]*`B'[`l',1]*`B'[`l',2]*`sigmath11')*`l3``j'''*`l3``l''' matrix `D22'[`k',2]=`tmp1'+`tmp2'+`tmp3' scalar `tmp1'=(`B'[`j',1]*`B'[`l',2]+`B'[`j',2]*`B'[`l',1])*`l2``j'''*`l2``l'''+((3*`B'[`j',1]*`B'[`l',1]^2*`B'[`l',2]+`B'[`j',2]*`B'[`l',1]^3)*`sigmath11'+4*(`B'[`j',1]*`B'[`l',1]*`B'[`l',2]^2+`B'[`j',2]*`B'[`l',1]^2*`B'[`l',2])*`sigmath12'+(`B'[`j',1]*`B'[`l',2]^3+3*`B'[`j',2]*`B'[`l',1]*`B'[`l',2]^2)*`sigmath22')/2*`l2``j'''*`l4``l''' scalar `tmp2'=((3*`B'[`j',1]^2*`B'[`j',2]*`B'[`l',1]+`B'[`j',1]^3*`B'[`l',2])*`sigmath11'+4*(`B'[`j',1]*`B'[`j',2]^2*`B'[`l',1]+`B'[`j',1]^2*`B'[`j',2]*`B'[`l',2])*`sigmath12'+(`B'[`j',2]^3*`B'[`l',1]+3*`B'[`j',1]*`B'[`j',2]^2*`B'[`l',2])*`sigmath22')/2*`l4``j'''*`l2``l''' scalar `tmp3'=((`B'[`j',1]^2*`B'[`l',1]*`B'[`l',2]+`B'[`j',1]*`B'[`j',2]*`B'[`l',2]^2)*`sigmath11'+(`B'[`j',1]^2*`B'[`l',2]^2+2*`B'[`j',1]*`B'[`j',2]*`B'[`l',1]*`B'[`l',2]+`B'[`j',2]^2*`B'[`l',1]^2)*`sigmath12'+(`B'[`j',1]*`B'[`j',2]*`B'[`l',2]^2+`B'[`j',2]^2*`B'[`l',1]*`B'[`l',2])*`sigmath22')*`l3``j'''*`l3``l''' matrix `D22'[`k',3]=`tmp1'+`tmp2'+`tmp3' } else if `Q'==1 { scalar `tmp1'=`B'[`j',1]*`B'[`l',1]*`l2``j'''*`l2``l'''+(2*`B'[`j',1]*`B'[`l',1]^3*`sigmath11')/2*`l2``j'''*`l4``l''' scalar `tmp2'=(2*`B'[`j',1]^3*`B'[`l',1]*`sigmath11')/2*`l4``j'''*`l2``l''' scalar `tmp3'=(`B'[`j',1]^2*`B'[`l',1]^2*`sigmath11')*`l3``j'''*`l3``l''' matrix `D22'[`k',1]=`tmp1'+`tmp2'+`tmp3' } } matrix `D'=(`D11',`D12' \ `D21',`D22') /*CALCUL DE LA MATRICE CHSI*/ tempname chsi matrix `chsi'=J(`nbitems'+`carre',1,0) forvalues j=1/`nbitems' { matrix `chsi'[`j',1]=(`si`j''-`N'*`mui`j'')/`N' } forvalues k=1/`carre' { local j=`compocarre'[1,`k'] local l=`compocarre'[2,`k'] local tmp=`nbitems'+`k' matrix `chsi'[`tmp',1]=(`si`j'j`l''-`si`j''*`mui`l''-`si`l''*`mui`j''+`N'*`mui`j''*`mui`l''-`N'*`sigmai`j'j`l'')/`N' } /*CALCUL DE L'ETAPE k*/ tempname betaold matrix `betaold'=`beta' matrix `beta'=`betaold'+inv(`D''*inv(`V')*`D')*`D''*inv(`V')*`chsi' local l=`nbitems'+1 local sigmath11=`beta'[`l',1] local l=`nbitems'+2 local sigmath22=`beta'[`l',1] local l=`nbitems'+3 local sigmath12=`beta'[`l',1] tempname epsilon variatold scalar `variatold'=`variat'[1,1] matrix `epsilon'=`betaold'-`beta' matrix `variat'=(`epsilon''*`epsilon') if `variat'[1,1]>`variatold' { matrix `beta'=`betaold' local l=`nbitems'+1 local sigm ath11=`beta'[`l',1] if `Q'==2 { local l=`nbitems'+2 local sigmath22=`beta'[`l',1] local l=`nbitems'+3 local sigmath12=`beta'[`l',1] } local conv=0 } else { local macrovariat=`variat'[1,1] } } /*************************CALCUL des STANDARDS ERRORS DES PARAMETRES *********************/ if "`var'"==""{ tempname xicarreA xicarreB xicarreC xicarre matrix `xicarreA'=J(`nbitems',`nbitems',0) matrix `xicarreB'=J(`nbitems',`carre',0) matrix `xicarreC'=J(`carre',`carre',0) forvalues i=1/`nbitems' { forvalues j=`=`i'+1'/`nbitems' { matrix `xicarreA'[`i',`j']=`si`i'j`j''-`si`i''*`mui`j''-`si`j''*`mui`i''+`N'*`mui`i''*`mui`j'' matrix `xicarreA'[`i',`j']=`xicarreA'[`j',`i'] } forvalues col=1/`carre' { local j=`compocarre'[1,`col'] local k=`compocarre'[2,`col'] matrix `xicarreB'[`i',`col']=`si`i'j`j'k`k''-`mui`i''*`si`j'j`k''-`mui`j''*`si`i'j`k''-`mui`k''*`si`i'j`j''+`mui`i''*`mui`j''*`si`k''+`mui`i''*`mui`k''*`si`j''+`mui`j''*`mui`k''*`si`i''-`N'*`mui`i''*`mui`j''*`mui`k''-`sigmai`j'j`k''*`si`i''+`N'*`mui`i''*`sigmai`j'j`k''' } } forvalues row=1/`carre' { forvalues col=`row'/`carre' { local i=`compocarre'[1,`row'] local j=`compocarre'[2,`row'] local k=`compocarre'[1,`col'] local l=`compocarre'[2,`col'] matrix `xicarreC'[`row',`col']=`si`i'j`j'k`k'l`l''-`mui`i''*`si`j'j`k'l`l''-`mui`j''*`si`i'j`k'k`l''-`mui`k''*`si`i'j`j'k`l''-`mui`l''*`si`i'j`j'k`k''+`mui`i''*`mui`j''*`si`k'j`l''+`mui`i''*`mui`k''*`si`j'j`l''+`mui`i''*`mui`l''*`si`j'j`k''+`mui`j''*`mui`k''*`si`i'j`l''+`mui`j''*`mui`l''*`si`i'j`k''+`mui`k''*`mui`l''*`si`i'j`j''-`mui`i''*`mui`j''*`mui`k''*`si`l''-`mui`i''*`mui`j''*`mui`l''*`si`k''-`mui`i''*`mui`k''*`mui`l''*`si`j''-`mui`j''*`mui`k''*`mui`l''*`si`i''-`sigmai`i'j`j''*`si`k'j`l''-`sigmai`k'j`l''*`si`i'j`j''+`sigmai`i'j`j''*`mui`k''*`si`l''+`sigmai`i'j`j''*`mui`l''*`si`k''+`sigmai`k'j`l''*`mui`i''*`si`j''+`sigmai`k'j`l''*`mui`j''*`si`i''+`N'*`mui`i''*`mui`j''*`mui`k''*`mui`l''-`N'*`sigmai`i'j`j''*`mui`k''*`mui`l''-`N'*`sigmai`k'j`l''*`mui`i''*`mui`j''+`N'*`sigmai`i'j`j''*`sigmai`k'j`l'' matrix `xicarreC'[`col',`row']=`xicarreC'[`row',`col'] } } matrix `xicarre'=(`xicarreA',`xicarreB' \ `xicarreB' ',`xicarreC') tempname A1 A2 W matrix `A1'=`D' '*inv(`V')*`D' matrix `A2'=`D' '*inv(`V')*`xicarre'*inv(`V')*`D' matrix `W'=1/`N'^2*inv(`A1')*`A2'*inv(`A1') } /*****************************DISPLAY THE RESULTS***************************************/ local compteur=`compteur'-1 di "" di "" if `compteur'==0 { noi di in red _col(8) "The algorithm does not converge" return scalar error=1 exit } if `variat'[1,1]<=`critconv'&`compteur'>0 { noi di in green _col(8) "The algorithm converges at the `compteur'th iteration" } if `compteur'==`nbit'&`variat'[1,1]>`critconv' { noi di in green _col(8) "The algorithm is stopped at the `compteur'th iteration" } if `conv'==0&`compteur'>0 { noi di in green _col(8) "The algorithm no more converges after the `compteur'th iteration" } di "" if "`var'"=="" { noi di in green _col(30) "Parameters" in green _col(43) "Standard errors" forvalues j=1/`nbitems' { noi di in green _col(20) "``j'': " in yellow _col(30) %10.6f `beta'[`j',1] in yellow _col(50) %8.6f sqrt(`W'[`j',`j']) } di "" noi di in green _col(20) "var1: " in yellow _col(30) %10.6f `beta'[`nbitems'+1,1] in yellow _col(50) %8.6f sqrt(`W'[`nbitems'+1,`nbitems'+1]) if `Q'==2 { noi di in green _col(20) "var2: " in yellow _col(30) %10.6f `beta'[`nbitems'+2,1] in yellow _col(50) %8.6f sqrt(`W'[`nbitems'+2,`nbitems'+2]) tempname rho scalar `rho'=`beta'[`nbitems'+3,1]/sqrt(`beta'[`nbitems'+1,1]*`beta'[`nbitems'+2,1]) noi di in green _col(20) "covar: " in yellow _col(30) %10.6f `beta'[`nbitems'+3,1] in yellow _col(50) %8.6f sqrt(`W'[`nbitems'+3,`nbitems'+3]) " (rho=" %5.4f `rho' ")" } } else { noi di in green _col(30) "Parameters" forvalues j=1/`nbitems' { noi di in green _col(20) "``j'': " in yellow _col(30) %10.6f `beta'[`j',1] } di "" noi di in green _col(20) "var1: " in yellow _col(30) %10.6f `beta'[`nbitems'+1,1] if `Q'==2 { noi di in green _col(20) "var2: " in yellow _col(30) %10.6f `beta'[`nbitems'+2,1] tempname rho scalar `rho'=`beta'[`nbitems'+3,1]/sqrt(`beta'[`nbitems'+1,1]*`beta'[`nbitems'+2,1]) noi di in green _col(20) "covar: " in yellow _col(30) %10.6f `beta'[`nbitems'+3,1] } } di "" if "`ll'"!="" { tempname noeuds poids ghquadm `quad' `noeuds' `poids' tempvar vrais logvrais P qui gen `P'=0 qui gen `vrais'=0 if `Q'==1 { forvalues u=1/`quad'{ tempvar vrais`u' qui gen `vrais`u''=1/sqrt(_pi) forvalues j=1/`nbitems' { qui replace `P'=exp(`B'[`j',1]*sqrt(2*`beta'[`nbitems'+1,1])*`noeuds'[1,`u']-`beta'[`j',1])/(1+exp(`B'[`j',1]*sqrt(2*`beta'[`nbitems'+1,1])*`noeuds'[1,`u']-`beta'[`j',1])) qui replace `P'=1-`P' if ``j''==0 qui replace `vrais`u''=`vrais`u''*`P' } qui replace `vrais'=`vrais'+`poids'[1,`u']*`vrais`u'' } gen `logvrais'=log(`vrais') qui su `logvrais' local ll=r(N)*r(mean) noi di in green _col(20) "ll: " in yellow _col(30) %12.4f `ll' local AIC=-2*`ll'+2*(`nbitems'+1) noi di in green _col(20) "AIC: " in yellow _col(30) %12.4f `AIC' } if `Q'==2 { tempname sigma matrix `sigma'=(`beta'[`nbitems'+1,1],`beta'[`nbitems'+3,1] \ `beta'[`nbitems'+3,1],`beta'[`nbitems'+2,1]) forvalues u=1/`quad'{ forvalues v=1/`quad'{ tempvar vraisu`u'v`v' qui gen `vraisu`u'v`v''=1/_pi forvalues j=1/`nbitems' { local A1`u'tilde=sqrt(`beta'[`nbitems'+2,1]/(2*det(`sigma')))*`noeuds'[1,`u'] local A2`v'tilde=(`noeuds'[1,`v']-`beta'[`nbitems'+3,1]/sqrt(det(`sigma'))*`noeuds'[1,`u'])/(2*`beta'[`nbitems'+2,1]) qui replace `P'=exp(`B'[`j',1]*`A1`u'tilde'+`B'[`j',2]*`A2`v'tilde'-`beta'[`j',1])/(1+exp(`B'[`j',1]*`A1`u'tilde'+`B'[`j',2]*`A2`v'tilde'-`beta'[`j',1])) qui replace `P'=1-`P' if ``j''==0 qui replace `vraisu`u'v`v''=`vraisu`u'v`v''*`P' } qui replace `vrais'=`vrais'+`poids'[1,`u']*`poids'[1,`v']*`vraisu`u'v`v'' } } qui gen `logvrais'=log(`vrais') qui su `logvrais' local ll=r(N)*r(mean) noi di in green _col(20) "ll: " in yellow _col(27) %12.4f `ll' local AIC=-2*`ll'+2*(`nbitems'+3) noi di in green _col(20) "AIC: " in yellow _col(27) %12.4f `AIC' } } if "`var'"=="" { return matrix V `W' } matrix `beta'=`beta'' return matrix b= `beta' if "`ll'"!="" { return scalar ll= `ll' return scalar AIC= `AIC' } return scalar J= `nbitems' return scalar N= `N' return scalar error=0 restore end